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Automatic differentiation

In mathematics and computer algebra, automatic differentiation (auto-differentiation, autodiff, or AD), also called algorithmic differentiation, computational differentiation, and differentiation arithmetic is a set of techniques to evaluate the partial derivative of a function specified by a computer program. Automatic differentiation enables the…

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Overview

Difference from other differentiation methods

Applications

Forward and reverse accumulation

Automatic differentiation using dual numbers

Implementation

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Automatic differentiation

Nodes65
Edges64
Triples91
Avg. degree1.97
Density0.030769
Components1

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Automatic differentiation

Top relations

related to Further reading · 39
Automatic differentiation → Algorithmic Differentiation, Andrea, Andreas, Applications, Applied Mathematics, Cite, CiteSeerX, Computer Science, Differentiating Computer Programs, Evaluating Derivatives, Finance Explained, Financial Engineering Explained, Griewank, Henrard, Introduction, ISBN, Lecture Notes, Louis, Marc, MATLAB Object-Oriented Programming
related to External links · 28
Automatic differentiation → Adjoint Algorithmic Differentiation, Algorithmic DifferentiationAdjoint Algorithmic Differentiation, Algorithmic DifferentiationopMore, An, Automatic, Calibration, Computational Finance Software Tool, Fortran, Fortran77, Fortran95, GPU Accelerated ApplicationAdjoint Methods, Implicit Function TheoremC, Intel Xeon Scalable ProcessorsSparse, Java, Operator Overloading ApproachCompute, Parallel OpenMP ProgramsAutomatic Differentiation, PhotogrammetryAutomatic Differentiation, Pricing Calculations, Scala Archived, Second-Order Greeks
has application · 9
Automatic differentiation → Among, Automatic, Because, For, In, InCLosure, INTLAB, Presently, Sollya
related to Automatic differentiation using dual numbers · 6
Automatic differentiation → An, Forward, Replace, Smooth, The, Using
has method · 5
Automatic differentiation → Automatic, Finally, Numerical, Symbolic, These
related to Chain rule of partial derivatives of composite functions · 2
Automatic differentiation → For, Fundamental
is a · 1
Automatic differentiation → decomposition of differentials provided by the chain rule of partial derivatives of composite functions
related to Two types of automatic differentiation · 1
Automatic differentiation → Usually

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Important terminology

derivatives derivative function differentiation arithmetic partial accumulation displaystyle reverse automatic forward functions using frac chain rule respect variable one computational

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
Automatic differentiationis adecomposition of differentials provided by the chain rule of partial derivatives of composite functions0.90text
Automatic differentiationhas applicationBecause0.60section
Automatic differentiationhas applicationAmong0.60section
Automatic differentiationhas applicationINTLAB0.60section
Automatic differentiationhas applicationSollya0.60section
Automatic differentiationhas applicationInCLosure0.60section
Automatic differentiationhas applicationIn0.60section
Automatic differentiationhas applicationPresently0.60section
Automatic differentiationhas applicationAutomatic0.60section
Automatic differentiationhas applicationFor0.60section
Automatic differentiationhas methodAutomatic0.60section
Automatic differentiationhas methodSymbolic0.60section

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